This is an expository survey of recent developments in the field of rates of convergence and asymptotic expansions in the context of the multi-dimensional central limit theorem. A number of applications are discussed. One of them deals with normal approximations and expansions of distribution functions of a class of statistics which includes functions of sample moments.
Publié le : 1977-02-14
Classification:
Normal approximation,
asymptotic expansions,
Cramer-Edgeworth polynomials,
average modulus of oscillation,
lattice points,
delta method,
60F05
@article{1176995887,
author = {Bhattacharya, R. N.},
title = {Refinements of the Multidimensional Central Limit Theorem and Applications},
journal = {Ann. Probab.},
volume = {5},
number = {6},
year = {1977},
pages = { 1-27},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995887}
}
Bhattacharya, R. N. Refinements of the Multidimensional Central Limit Theorem and Applications. Ann. Probab., Tome 5 (1977) no. 6, pp. 1-27. http://gdmltest.u-ga.fr/item/1176995887/